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stat.ME2024
PROTEST: Nonparametric Testing of Hypotheses Enhanced by Experts' Utility Judgements
Rodrigo F. L. Lassance, Rafael Izbicki, Rafael B. Stern
Instead of testing solely a precise hypothesis, it is often useful to enlarge it with alternatives that are deemed to differ from it negligibly. For instance, in a bioequivalence s…
stat.ME2023
Flexible conditional density estimation for time series
Gustavo Grivol, Rafael Izbicki, Alex A. Okuno +1
This paper introduces FlexCodeTS, a new conditional density estimator for time series. FlexCodeTS is a flexible nonparametric conditional density estimator, which can be based on a…